PCA Index Dashboard Examples#
This script was last run at 2024-03-11 22:56:36.427150+00:00 (UTC)
In US/Central Time, this is 2024-03-11 17:56:36.427150-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897894 | -0.476789 | 0.085213 | -0.006709 | 0.546207 | 0.254907 |
| 1997-01-03 | -0.886186 | -0.476789 | -0.156539 | 0.008818 | 0.745763 | 0.205765 |
| 1997-01-06 | -0.882283 | -0.476789 | -0.065130 | -0.014472 | 0.778637 | 0.269687 |
| 1997-01-07 | -0.882283 | -0.455954 | -0.130079 | -0.045527 | 0.838256 | 0.383264 |
| 1997-01-08 | -0.893991 | -0.455954 | -0.023034 | -0.084344 | 0.786297 | 0.496449 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-05 | -0.800329 | -1.497711 | -0.718223 | 1.670222 | 1.214541 | -0.158836 |
| 2024-03-06 | -0.815940 | -1.528963 | -0.713412 | 1.670222 | 1.123783 | -0.203223 |
| 2024-03-07 | -0.815940 | -1.497711 | -0.720629 | 1.809966 | 1.133107 | -0.250779 |
| 2024-03-08 | -0.819842 | -1.476876 | -0.684546 | 1.872074 | 1.023325 | -0.227794 |
| 2024-03-11 | -0.819842 | -1.497711 | -0.684546 | 1.872074 | 0.955859 | -0.227794 |
7184 rows × 6 columns
pc1
DATE
1997-01-02 -0.579958
1997-01-03 -0.686195
1997-01-06 -0.669073
1997-01-07 -0.705489
1997-01-08 -0.675136
...
2024-03-05 -1.525801
2024-03-06 -1.512459
2024-03-07 -1.532551
2024-03-08 -1.511684
2024-03-11 -1.503028
Name: PC1, Length: 7184, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()